Prior normalization for certified likelihood-informed subspace detection of Bayesian inverse problems

DOI10.1088/1361-6420/AC9582OpenAlexW4287155310MaRDI QIDQ5044972FDOQ5044972

Authors: Tiangang Cui, Olivier Zahm, Xin Thomson Tong 

Publication date: 3 November 2022

Published in: Inverse Problems (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2202.00074

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zbMATH Keywords

Markov chain Monte Carlodimension reductionBayesian inverse problemheavy-tailed distributionlikelihood informed subspace

Mathematics Subject Classification ID

Numerical analysis (65-XX) Miscellaneous topics in partial differential equations (35Rxx)

Cites Work

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Cited In (3)

• Certified coordinate selection for high-dimensional Bayesian inversion with Laplace prior
• On the representation and learning of monotone triangular transport maps
• Principal feature detection via \(\phi \)-Sobolev inequalities

Uses Software

• NUTS

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